ssa: Apply Hankel operator to a time series

In ssa: Singular Spectrum Analysis

Description

Computes trajectory matrix as a Hankel matrix.

Arguments

x	time series
L	window length

Details

~~ If necessary, more details than the description above ~~

Value

~Describe the value returned If it is a LIST, use

comp1	Description of 'comp1'
comp2	Description of 'comp2'

...

Note

~~further notes~~

Author(s)

~~who you are~~

References

~put references to the literature/web site here ~

See Also

~~objects to See Also as help, ~~~

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as

ssa documentation built on May 2, 2019, 5:54 p.m.